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EOD signals

Posted By phg 3 Years Ago
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phg
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Posted Wednesday February 19 2014
My watch list is set up with Yahoo as the historical source and IB as the real time broker. Frequency is EOD.

Simulation through the RE paper trader indicates trades occur the day after the signal is generated, which is as it should be.

I am now ready to run that strategy real-time on an IB demo account. The question is, will RE detect a signal at EOD? A signal could be generated by my program if RE runs NewBar after the close of the 4pm bar(and if RE accepts a trade request to be kept pending until the following morning, or sends them on to tws for keeping overnight). Otherwise there will be a manual backfill from Yahoo the following morning but my guess is RE does not act in real-time on signals from yesterday's closing bar?

Perhaps I have to consider BarClosing? (Which is nearly the same as NewBar for these purposes.)

I'm probably missing something, but what is the simplest way to get this running in real time?

Thanks.

-Pete

See also Yahoo group about applying RE.



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